-26.5%
TMUS vs P
+32.0%
-58.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.8% | -3.3% |
| 7D | +0.1% | +6.5% | -6.5% | +0.7% |
| 30D | +5.3% | +18.8% | -13.6% | +7.5% |
| 3M | +3.1% | +26.7% | -23.6% | +6.8% |
| 6M | -16.5% | +62.2% | -78.6% | -10.9% |
| YTD | -9.2% | +48.5% | -57.7% | -3.5% |
| 1Y | -26.5% | +26.4% | -52.9% | -20.9% |
| All | -26.5% | +32.0% | -58.5% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling